My biggest issue with markdown involves links. Parentheses are allowed in URLs and those confuse most markdown parsers:
http://blog.nig.gl/post/48802013022/although-parentheses-are...
http://blog.nig.gl/post/48802013022/although-parentheses-are...
[test](http://msdn.microsoft.com/en-us/library/dd904817\(v=office.1...
That'll work fine, just insert a backslash before the character and it'll be treated purely as a character instead of a formatting marker.